An exe file is the version of the program that will run on its own independently of the Integrated Development Environment.

To create an exe:

1. From the Build menu, click on Configuration Manager
2. Under the "Active Solution Configuration" dialog box, select Release
3. From the Build menu, click on Build Solution

This creates an exe file in the same folder as the project, which can be executed either by double clicking on it in Explorer or by running from Start Run